MRCI Online
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| ScenarioSM Study for Value Line Index as of May 08, 2024 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Condition 1:
Higher Monthly Close. Action ---> Buy that month's close with objective of exceeding month's high within 2 months. | ||||||||||||
| Tested Month | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Jan | Feb |
| Tested Years | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 41 | 42 | |
| Closed Higher | 25 | 28 | 22 | 23 | 22 | 19 | 26 | 30 | 34 | 24 | 28 | |
| Exceeded High | 22 | 23 | 18 | 21 | 17 | 16 | 22 | 28 | 33 | 22 | 23 | |
| Scenario Percentage | 88% | 82% | 82% | 91% | 77% | 84% | 85% | 93% | 97% | 92% | 82% | |
| Avg Max Increase | 6.87% | 5.60% | 6.46% | 4.87% | 3.73% | 6.05% | 8.12% | 6.46% | 6.66% | 6.28% | 4.16% | |
| Max Increase | 21.94% | 14.55% | 20.76% | 15.65% | 11.06% | 15.29% | 26.21% | 14.06% | 19.42% | 15.50% | 9.36% | |
| Avg Days To Max Increase | 13 | 18 | 19 | 16 | 15 | 20 | 21 | 20 | 17 | 17 | 18 | |
| Avg Max Decline | -1.84% | -1.37% | -1.49% | -2.34% | -2.14% | -2.86% | -1.20% | -1.80% | -1.56% | -0.62% | -0.83% | |
| Max Decline | -10.85% | -6.07% | -7.11% | -8.30% | -7.81% | -10.96% | -5.28% | -7.67% | -6.39% | -3.17% | -5.26% | |
| Avg Days to Max Decline | 7 | 9 | 6 | 12 | 12 | 9 | 8 | 12 | 6 | 7 | 4 | |
| 2024 Contract Condition | Yes | Yes | Yes | Yes | Yes | |||||||
| Action | Yes | No | Yes | Yes | Yes | |||||||
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Action ---> Sell that month's close with objective of penetrating month's low within 2 months.
